+40.9%
DUK vs MTCH
-73.3%
+114.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | 0.0% |
| 7D | -0.7% | +1.3% | -1.9% | -0.7% |
| 30D | -2.4% | +15.9% | -18.3% | -3.0% |
| 3M | -3.0% | +23.3% | -26.3% | -3.8% |
| 6M | -6.6% | +40.1% | -46.7% | -7.8% |
| YTD | +4.6% | +33.6% | -29.0% | +3.3% |
| 1Y | +1.2% | +14.1% | -12.8% | +0.6% |
| 3Y | +45.7% | +1.4% | +44.2% | +44.3% |
| All | +40.9% | -73.3% | +114.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling